arXiv subjects

Sílvia Regina Costa Lopes

Publications and source records attributed to Sílvia Regina Costa Lopes.

2 recordsLinked to original sources

arXiv2019

Amazon Forest Fires Between 2001 and 2006 and Birth Weight in Porto Velho

Birth weight data (22,012 live-births) from a public hospital in Porto Velho (Amazon) was used in multiple statistical models to assess the effects of forest-fire smoke on human reproductive outcome. Mean birth weights for girls (3,139 g) and boys (3,393 g) were considered statistically different (p-value < 2.2e-16). Among all models analyzed, the means were considered statistically different only when treated as a function of month and year (p-value = 0.0989, girls and 0.0079, boys) . The R 2 statistics indicate that the regression models considered are able to explain 65 % (girls) and 54 % (boys) of the variation of the mean birth weight.

stat.AP↗

arXiv2019

Seasonal FIEGARCH Processes

Here we develop the theory of seasonal FIEGARCH processes, denoted by SFIEGARCH, establishing conditions for the existence, the invertibility, the stationarity and the ergodicity of these processes. We analyze their asymptotic dependence structure by means of the autocovariance and autocorrelation functions. We also present some properties regarding their spectral representation. All properties are illustrated through graphical examples and an application of SFIEGARCH models to describe the volatility of the S&P500 US stock index log-return time series in the period from December 13, 2004 to October 10, 2009 is provided.

math.ST↗